Dense rock is what you don't want, as you usually pay by the pound..
My Fiji rock came with a lot of coralline algae (good stuff - usually purple, very pretty), Keys rock usually has lots of life and hitch-hikers (some good, some bad) due to the short time in transit, the Tonga rock I've seen has lots of pretty shapes.
It all depends on what you're looking for, and how you want your aquarium to end up.
My main tank has two types right now, about to order a third - don't be afraid to mix and match if you're concerned - just more aquatic diversity to stare at.